+113.9%
SOXX vs CHRW
+16.7%
+97.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | -2.0% | -3.9% | +1.8% | -1.5% |
| 3M | -13.7% | -19.7% | +6.0% | -11.0% |
| 6M | +52.4% | -21.7% | +74.1% | +56.7% |
| YTD | +72.8% | -7.5% | +80.3% | +73.9% |
| 1Y | +113.9% | +17.3% | +96.6% | +116.0% |
| All | +113.9% | +16.7% | +97.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling